"MAXeffect" - Selaus asiasanan mukaanArtikkelit
Aineistot 1-1 / 1
-
Extreme returns and the investor’s expectation for future volatility : evidence from the Finnish stock market
(Elsevier, 01.05.2020)
articleWe examine the significance of extreme positive returns of the previous month (MAX) as a return predictor in the Finnish stock market. We show that high fear months, i.e., months associated with the investor’s high expectation ...